Cameron-Martin formula for the $ σ$-finite measure unifying Brownian penalisations - Mathematics > ProbabilityReportar como inadecuado




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Abstract: Quasi-invariance under translation is established for the $ \sigma $-finitemeasure unifying Brownian penalisations, which has been introduced by Najnudel,Roynette and Yor. For this purpose, the theory of Wiener integrals for centeredBessel processes, due to Funaki, Hariya and Yor, plays a key role.



Autor: Kouji Yano

Fuente: https://arxiv.org/







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